A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
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Publication:1923940
DOI10.1007/BF02214086zbMATH Open0923.60029MaRDI QIDQ1923940FDOQ1923940
Authors: Vidmantas Bentkus, Mindaugas Bloznelis, Friedrich Götze 
Publication date: 25 October 1999
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Recommendations
central limit theoremconvergence rateself-normalized sumsnon-identically distributed random variablesStudent's statisticBerry-Esséen bound
Cites Work
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Cited In (25)
- A note on the normal approximation error for randomly weighted self-normalized sums
- Berry-Esseen bounds for self-normalized martingales
- The Berry-Esséen bound for Studentized statistics
- Malliavin Calculus and Self Normalized Sums
- Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
- Title not available (Why is that?)
- A Berry-Esseen bound for \(U\)-statistics
- Title not available (Why is that?)
- Self-normalization: taming a wild population in a heavy-tailed world
- Laws of the iterated logarithm for self-normalised Lévy processes at zero
- Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
- The Berry-Esseen bound for Student's statistic
- Self-normalized moderate deviations for independent random variables
- Berry-Esseen bounds for self-normalized sums of locally dependent random variables
- Self-normalized Cramér-type large deviations for independent random variables.
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
- Self-normalized Cramér type moderate deviations for martingales
- On the self-normalized Cramér-type large deviation
- Inference from small and big data sets with error rates
- Inference for modulated stationary processes
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
- A Berry-Esseen bound for least squares error variance estimators of regression parameters
- Refined self-normalized large deviations for independent random variables
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
- Self-normalized LIL for Hanson-Russo type increments
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